An extension of Shannon-McMillan theorem and some limit properties for nonhomogeneous Markov chains

DOI10.1016/0304-4149(95)00068-2zbMath0861.60042OpenAlexW1987408198MaRDI QIDQ1915828

Wen Liu, Wei-guo Yang

Publication date: 5 August 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00068-2

zbMATH Keywords

Markov chainentropy densitylimit theoremsShannon-McMillan theorem

Mathematics Subject Classification ID

Strong limit theorems (60F15) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

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Cites Work

• Unnamed Item
• A Mathematical Theory of Communication
• Relative entropy densities and a class of limit theorems of the sequence of m-valued random variables
• The strong ergodic theorem for densities: Generalized Shannon-McMillan- Breiman theorem
• A simple proof of the Moy-Perez generalization of the Shannon-McMillan theorem
• The Individual Ergodic Theorem of Information Theory
• A Note on the Ergodic Theorem of Information Theory
• The Basic Theorems of Information Theory

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